+334.0%
SPGI vs IWD
+203.8%
+130.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.6% | +1.6% | 0.0% | 0.0% |
| 30D | +16.1% | +3.6% | +12.5% | +12.1% |
| 3M | +15.5% | +2.0% | +13.4% | +13.2% |
| 6M | +19.6% | +13.1% | +6.6% | +5.8% |
| YTD | -3.6% | +26.2% | -29.8% | -23.9% |
| 1Y | +2.2% | +29.6% | -27.3% | -21.5% |
| 3Y | +30.1% | +84.3% | -54.2% | -30.3% |
| 5Y | +14.9% | +73.4% | -58.5% | -34.1% |
| 10Y | +334.0% | +202.4% | +131.5% | +50.0% |
| All | +334.0% | +203.8% | +130.2% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling